+26.2%
QXO vs NTNX
+148.8%
-122.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -7.8% | -3.1% | -4.6% | -7.5% |
| 30D | -18.1% | +2.0% | -20.1% | -18.3% |
| 3M | -25.8% | +34.0% | -59.7% | -28.0% |
| 6M | -41.7% | +72.4% | -114.1% | -45.3% |
| YTD | -36.2% | +27.5% | -63.7% | -38.3% |
| 1Y | -42.1% | -18.7% | -23.4% | -41.3% |
| 3Y | -46.2% | +80.8% | -126.9% | -50.6% |
| 5Y | -70.7% | +54.5% | -125.2% | -73.5% |
| All | +26.2% | +148.8% | -122.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling